+14.4%
FIX vs DHI
+9.6%
+4.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +8.1% | -23.2% | -15.1% |
| 7D | -18.9% | +9.8% | -28.7% | -19.3% |
| 30D | -36.3% | +17.8% | -54.1% | -37.6% |
| 3M | -38.5% | +4.7% | -43.2% | -38.2% |
| 6M | -42.3% | +10.0% | -52.3% | -43.0% |
| YTD | +17.1% | +10.0% | +7.1% | +14.3% |
| 1Y | +14.4% | +9.1% | +5.3% | +10.2% |
| All | +14.4% | +9.6% | +4.8% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DHI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling